Partycle system's labels error?
Mate, Gleb created roof details meshes (antennas, chimneys and stuff) himself and grouped them to use in the particle system. You won't find them in your .blend file. You can try to find similar objects online, but if I were you, I'd just create them myself. It would be nice exercise for a beginner.

To group objects, you need to select them and press Ctrl+G. On the left bar (under T key) group name field will appear. You can leave the name as Group or change it to your liking. Highlight of grouped objects should turn green. Check this image to see an example:



The group name will appear in particle settings.